On admissible efficient portfolio selection: models and algorithms (Q2493766): Difference between revisions

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+Q4001511
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+Q3880565
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+Large-Scale Portfolio Optimization
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+Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
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+A New and Efficient Algorithm for a Class of Portfolio Selection Problems
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+The efficient frontier for bounded assets
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+Portfolio selection based on fuzzy probabilities and possibility distributions
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+On admissible efficient portfolio selection problem
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+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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+SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES
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+A model for portfolio selection with order of expected returns.
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